Lecture 5. Common probability distributions

Statistical Data Analysis

Dmitry V. Naumov (JINR)

Draft Outline

  • TODO: Bernoulli, binomial, Poisson
  • TODO: Gaussian, exponential, chi-square
  • TODO: where each appears in experiments

Exercises

Exercise

Show that the likelihood for a Poisson count \(n\) with expectation \(\mu\) is \[ L(\mu)=\frac{\mu^n e^{-\mu}}{n!}. \]